+119.7%
OKTA vs AWK
+20.7%
+99.0%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.2% | -1.5% | +1.7% |
| 7D | -14.2% | +7.0% | -21.2% | -11.6% |
| 30D | -12.5% | +17.0% | -29.5% | -7.0% |
| 3M | +29.2% | +12.4% | +16.8% | +36.2% |
| 6M | +147.3% | +19.6% | +127.8% | +166.9% |
| YTD | +120.9% | +17.0% | +103.9% | +139.5% |
| 1Y | +119.7% | +20.0% | +99.7% | +138.0% |
| All | +119.7% | +20.7% | +99.0% | +138.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AWK.
Daily Out/Under-Performance
Portfolio return minus AWK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AWK return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded AWK wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling